game exiting to windows

I have been having this problem for a while now and it is getting annoying
now. 3 months ago I built a new computer, the aim being windows 7 ready.
When I am playing a game it sometimes closes with no warning and I get the
following in the event log:

Event Type: Error
Event Source:
Event Category: None
Event ID: 0
Date: 16/02/2010
Time: 12:05:22
User: N/A
Computer: LEE
Description:
The description for Event ID ( 0 ) in Source ( ) cannot be found. The
local computer may not have the necessary registry information or message DLL
files to display messages from a remote computer. You may be able to use the
/AUXSOURCE= flag to retrieve this description; see Help and Support for
details. The following information is part of the event: 6.

and

Event Type: Error
Event Source:
Event Category: None
Event ID: 0
Date: 16/02/2010
Time: 12:05:22
User: N/A
Computer: LEE
Description:
The description for Event ID ( 0 ) in Source ( ) cannot be found. The
local computer may not have the necessary registry information or message DLL
files to display messages from a remote computer. You may be able to use the
/AUXSOURCE= flag to retrieve this description; see Help and Support for
details. The following information is part of the event: 7.

I was wondering if it was a corruption of the registry but I have just got
this error on a new install. There is a possibility that there might be a
problem with the mobo but that is unconfirmed at the moment. The game in
question, this time, is Mafia, but it has happened on other games.

Does anyone have any thoughts as to what is causing the error? Could it be
related to a graphics problem that I have been having for which I have been
advised is a power supply issue. I have just replaced the PSU with a Corsair
vx550w.

XP home - SP3 up to date
AMD Phenom II x2 x550 @3.1
MSI 7599 - 770-c45
PNY nVidia GT220 1GB
2 x 2GB Crucial DDR3 1333
Corsair VX550 PSU
2 x 320GB WD Caviar blue HDD